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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+4.74%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$73B
AUM Growth
+$28B
(+62%)
Cap. Flow
+$23.7B
Cap. Flow
% of AUM
32.43%
Top 10 Holdings %
Top 10 Hldgs %
49.61%
Holding
1,873
New
618
Increased
371
Reduced
476
Closed
335
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$275M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$77.8M |
| 3 |
Tesla
TSLA
|
+$70M |
| 4 |
iShares China Large-Cap ETF
FXI
|
+$65.3M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$62.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$173M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$164M |
| 3 |
Sea Limited
SE
|
+$160M |
| 4 |
Wells Fargo
WFC
|
+$145M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$98.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.19% |
| 2 | Consumer Discretionary | 0.76% |
| 3 | Financials | 0.36% |
| 4 | Communication Services | 0.35% |
| 5 | Healthcare | 0.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
LSI
426
PUT
DELISTED
Life Storage, Inc.
LSI
| $13.9M | 0.02% |
+129,500
| New | +$12.7M |
|
427
PUT
Williams Companies
WMB
$87.8B
| $13.9M | 0.02% |
523,000
-335,500
| -39% | -$8.59M |
|
428
PUT
Rambus
RMBS
$10.6B
| $13.9M | 0.02% |
585,500
| – | – |
|
|
SIVB
429
PUT
DELISTED
SVB Financial Group
SIVB
| $13.9M | 0.02% |
24,900
-4,400
| -15% | -$2.44M |
|
430
CALL
Under Armour Class C
UA
$2.86B
| $13.9M | 0.02% |
745,900
+592,600
| +387% | +$11.2M |
|
431
CALL
Labcorp
LH
$25.4B
| $13.8M | 0.02% |
+58,200
| New | +$13.3M |
|
432
CALL
Progressive
PGR
$124B
| $13.7M | 0.02% |
139,600
+119,700
| +602% | +$11.8M |
|
433
PUT
Sunrun
RUN
$2.5B
| $13.6M | 0.02% |
244,000
+221,300
| +975% | +$10.7M |
|
434
CALL
Zebra Technologies
ZBRA
$17.5B
| $13.4M | 0.02% |
25,400
+900
| +4% | +$449K |
|
435
CALL
PENN Entertainment
PENN
$2.63B
| $13.4M | 0.02% |
175,800
+53,900
| +44% | +$4.64M |
|
436
CALL
Surgery Partners
SGRY
$2B
| $13.4M | 0.02% |
201,000
-99,000
| -33% | -$5.38M |
|
437
PUT
WEX
WEX
$6.42B
| $13.4M | 0.02% |
+69,000
| New | +$14.1M |
|
438
CALL
Sherwin-Williams
SHW
$89.7B
| $13.3M | 0.02% |
49,000
+39,100
| +395% | +$10.7M |
|
439
CALL
Monolithic Power Systems
MPWR
$66.1B
| $13.3M | 0.02% |
+35,700
| New | +$12.6M |
|
440
CALL
Vertex Pharmaceuticals
VRTX
$123B
| $13.3M | 0.02% |
65,800
+1,800
| +3% | +$377K |
|
|
PXD
441
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $13.2M | 0.02% |
81,500
+43,500
| +114% | +$6.84M |
|
442
PUT
NextEra Energy
NEE
$179B
| $13.2M | 0.02% |
179,800
-804,100
| -82% | -$60.3M |
|
|
RDS.A
443
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $13.2M | 0.02% |
326,200
+189,500
| +139% | +$7.53M |
|
444
PUT
Weyerhaeuser
WY
$18.6B
| $13.1M | 0.02% |
382,000
+375,400
| +5,688% | +$13.9M |
|
|
BBBY
445
CALL
Bed Bath & Beyond
BBBY
$440M
| $13.1M | 0.02% |
156,640
+139,370
| +807% | +$10.1M |
|
446
Xerox
XRX
$412M
| $13.1M | 0.02% |
+557,521
| New | +$13.5M |
|
|
SKX
447
PUT
DELISTED
Skechers
SKX
| $13M | 0.02% |
260,700
-22,000
| -8% | -$1.04M |
|
448
CALL
Marathon Digital Holdings
MARA
$4.29B
| $12.9M | 0.02% |
+410,300
| New | +$13M |
|
449
CALL
Northrop Grumman
NOC
$79.2B
| $12.8M | 0.02% |
35,300
+1,400
| +4% | +$504K |
|
450
CALL
Thor Industries
THO
$4.14B
| $12.7M | 0.02% |
112,500
+97,500
| +650% | +$12.4M |
|
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Parallax Volatility Advisers's Q2 2021 Portfolio in Review
As of Q2 2021, Parallax Volatility Advisers held 1,873 positions worth $73B, up 62% from $44.9B the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Parallax Volatility Advisers deployed $23.7B of net new capital in Q2 2021, opening 618 new positions and adding to 371 existing holdings. Its largest new stake was Microsoft: 1,082,293 shares worth $293M.
By sector, the portfolio is most concentrated in Technology at 1.2% of assets, down from 2.1% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was NVIDIA, an estimated $173M trimmed.
- Parallax Volatility Advisers's largest Q2 2021 buy was Microsoft: 1,082,293 shares worth $293M.
- Parallax Volatility Advisers added most to State Street Consumer Discretionary Select Sector SPDR ETF in Q2 2021, an estimated $77.8M increase.
- Parallax Volatility Advisers's biggest Q2 2021 reduction was NVIDIA, cutting an estimated $173M.
- Parallax Volatility Advisers fully exited Sea Limited in Q2 2021, selling an estimated $160M.
- Parallax Volatility Advisers's ten largest holdings make up 50% of its $73B portfolio in Q2 2021.
- Parallax Volatility Advisers opened 618 new positions and closed 335 in Q2 2021.
- Parallax Volatility Advisers's portfolio value rose 62% quarter-over-quarter to $73B.
Based on Parallax Volatility Advisers's 13F filing for Q2 2021, filed 16 Aug 2021.